Effects of Monetary and Macroprudential Policies on Financial Conditions : Evidence from the United States /

The Global Financial Crisis has reopened discussions on the role of the monetary policy in preserving financial stability. Determining whether monetary policy affects financial variables domestically-especially compared to the effects of macroprudential policies- and across borders, is crucial in th...

সম্পূর্ণ বিবরণ

গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Zdzienicka, Aleksandra
অন্যান্য লেখক: Chen, Sally, Diaz Kalan, Federico, Laseen, Stefan
বিন্যাস: পত্রিকা
ভাষা:English
প্রকাশিত: Washington, D.C. : International Monetary Fund, 2015.
মালা:IMF Working Papers; Working Paper ; No. 2015/288
অনলাইন ব্যবহার করুন:Full text available on IMF
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100 1 |a Zdzienicka, Aleksandra. 
245 1 0 |a Effects of Monetary and Macroprudential Policies on Financial Conditions :   |b Evidence from the United States /  |c Aleksandra Zdzienicka, Sally Chen, Federico Diaz Kalan, Stefan Laseen. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2015. 
300 |a 1 online resource (29 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a The Global Financial Crisis has reopened discussions on the role of the monetary policy in preserving financial stability. Determining whether monetary policy affects financial variables domestically-especially compared to the effects of macroprudential policies- and across borders, is crucial in this context. This paper looks into these issues using U.S. exogenous monetary policy shocks and macroprudential policy measures. Estimates indicate that monetary policy shocks have significant and persistent effects on financial conditions and can attenuate long-term financial instability. In contrast, the impact of macroprudential policy measures is generally more immediate but shorter-lasting. Also, while an exogenous increase in U.S. monetary policy rates tends to reduce credit and house prices in other countries-with the effects varying with country-specific characteristics-an increase driven by improved U.S. economic conditions tends to have the opposite effect. Finally, we do not find evidence of cross-border spillover effects associated with U.S. macroprudential policies. 
538 |a Mode of access: Internet 
700 1 |a Chen, Sally. 
700 1 |a Diaz Kalan, Federico. 
700 1 |a Laseen, Stefan. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2015/288 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2015/288/001.2015.issue-288-en.xml  |z IMF e-Library